+10.7%
TTMI vs AG
+29.4%
-18.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +9.1% | -19.3% | -13.3% |
| 7D | -19.2% | -2.6% | -16.6% | -18.7% |
| 30D | -44.9% | -12.1% | -32.8% | -42.1% |
| 3M | -44.7% | -6.6% | -38.1% | -44.1% |
| 6M | -53.4% | -20.5% | -32.9% | -51.0% |
| YTD | +6.3% | -7.4% | +13.8% | +6.4% |
| 1Y | +10.7% | +33.4% | -22.7% | -4.5% |
| All | +10.7% | +29.4% | -18.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling